The delayed upshift cold is part of the emissions system,to get the TWC too operating temp. sooner thus lower emission levels sooner. Now onto your major concern.
You state that the transmission downshifts to second gear and stays there. When this happens can the engine be reved to the rev limiter when Neutral gear is selected? Can the car be shut off and restarted with the fault immedately reoccuring? Can first gear be selected with the selector lever and the car be driven to the red line on the tach?
Has the dealer that inspected the car when this fault ocurring given you the DTC readout that was obtained? Does the car have ASR/ABS or just ABS? Does the gas pedal feel as if it has alot of travel before anything happens when fault is present? I need ansers to these question. I need first to determine of the fault is engine, transmission or traction control related. This can be very difficult without being able to access the on board diagnostic information and being able to drive the car and experince the fault. The part number you listed is the latest relay and has presented no problems that I am aware of.